Thread: Determining the correlation

Hi,

I am computing the correlation between two vectors by simply averaging loads of correlation values:

Repeat 100 times:
, where is AWGN with a normal distribution.


Y and X are vectors of the same length. For my purposes is just contains known constants.

What I'd like to know is how I can determine the correlation analytically?

Thanks.

Hey algorithm.

Hint: How do you calculate the covariance and variance analytically?